We present the detailed studies of the exchange bias effect,the coercivity and the enhanced coercivity of exchange bias bilayer Fe/MnPd,both experimentally and theoretically.We have,so far as we know for the first time,demonstrated that the existence of large higher order anisotropies due to exchange coupling between different Fe and MnPd layers can account for the large increase of coercivity in Fe/MnPd system.The linear dependence of coercivity on inverse Fe thickness can be well explained by a phenomenological model by introducing higher order anisotropy term into the total free energy of the system.